Continuity mistake: When Jon and the others emerge onto the other side of the wall, there are 4 people with torches. Pay attention to the one at the back on the screen left. He has his torch in his left hand in this shot, but as the shot changes to the front he now has his torch in his right hand. (00:44:30)
Continuity mistake: Ser Jorah has just given Daenerys 3 books as her wedding present. As she takes them, their spines are pointing towards her right side. Cut to the next shot, as Jorah informs her that he served her father, the spines are now pointing towards her left side. (00:50:45)
Continuity mistake: When Tyrion wakes up inside the skycell you can see two skylights in the ceiling of the cell through which the sunlight passes. However, when we get a long shot of the skycells, you can see there's no way for the light to pass through them, as there are no "holes" on the floor of the cells above Tyrion's. (00:13:45)
Continuity mistake: When Ser Vardis has cornered Bron right at the edge of the moon door the position of Bron's body changes between shots. When the shot is taken from inside the moondoor, Bron's body leans backwards, over the moondoor. But when the shot is taken from behind the throne Bron is leaning forward.
Continuity mistake: When Bran is taken from his horse in the woods, there are 3 wildlings that attack. The first Rob cuts his throat, the second, Rob is holding the female wildling by the hair, he then spears and kills the third with his sword and the very next frame the 3rd wildling is then holding a knife to Bran's throat, unharmed. (00:11:15)
Continuity mistake: When Ser Barriston throws his armour and sword on the floor after being demoted, the armor and sword are inside the black tiled square on the floor. Camera changes to show Sansa kneeling before the council and now the armor and sword are outside of the black tiled box despite no-one touching it. (00:52:30)